Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 6,07% | 0,15 CHF | 0,16 CHF | 1 000 000 | 400 000 | 982 498 | 382 498 | 156 979 CHF | 64 856 CHF | 92,00% | 92,00% |
14/08/2024 | 5,36% | 0,16 CHF | 0,17 CHF | 1 000 000 | 400 000 | 938 870 | 338 870 | 172 511 CHF | 64 939 CHF | 96,76% | 96,76% |
13/08/2024 | 4,60% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 191 338 CHF | 66 779 CHF | 96,78% | 96,78% |
12/08/2024 | 4,59% | 0,22 CHF | 0,23 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 191 866 CHF | 66 955 CHF | 96,09% | 96,09% |
09/08/2024 | 4,79% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 183 563 CHF | 64 188 CHF | 93,78% | 93,78% |
08/08/2024 | 4,89% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 179 605 CHF | 62 868 CHF | 97,16% | 97,16% |
07/08/2024 | 5,42% | 0,20 CHF | 0,21 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 162 354 CHF | 57 118 CHF | 97,96% | 97,96% |
06/08/2024 | 5,85% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 919 256 | 319 256 | 152 718 CHF | 56 148 CHF | 97,71% | 97,71% |
02/08/2024 | 3,67% | 0,26 CHF | 0,27 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 200 775 CHF | 69 425 CHF | 98,76% | 98,76% |
30/07/2024 | 2,97% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 248 693 CHF | 85 398 CHF | 92,25% | 92,25% |